+349.3%
ZETA vs RJF
+106.2%
+243.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -0.1% | -0.3% | +0.2% | +0.3% |
| 30D | +10.5% | -2.0% | +12.5% | +12.5% |
| 3M | +44.3% | +16.3% | +28.0% | +26.4% |
| 6M | +59.4% | +16.9% | +42.5% | +39.0% |
| YTD | +49.5% | +10.4% | +39.0% | +36.4% |
| 1Y | +62.7% | +7.4% | +55.3% | +53.1% |
| 3Y | +274.6% | +72.2% | +202.4% | +134.9% |
| 5Y | +349.3% | +105.1% | +244.2% | +134.4% |
| All | +349.3% | +106.2% | +243.2% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling